C0复杂度的数学基础

对于许多同时具有强烈非线性和非平稳性的连续生物医学信号来说，计算其复杂度往往要求：1）在数据长度比较短的情况下也可以得出比较鲁棒的估计值；2）无需对原始信号作像二值化这样的过分的粗粒化，我们以前所提出的C0复杂度就是这样的一种度量，但是这种度量缺乏严格的数学基础，因而影响到它的应用，提出了一种改进形式，并严格证明了它的重要性质。从而表明这个量在一定条件下可以作为时间序列随机程度的指标，因而在随机性复杂度的意义下也可作为复杂性的一个定量指标，由于这个量有计算速度快的优点，因此特别适合于一些需要大量计算复杂度的场合，例如计算长时间过程中滑动窗口中复杂度的动态变化。     

Correlated randomness: Some examples of exotic statistical physics

One challenge of biology, medicine, and economics is that the systems treated by these sciences have no perfect metronome in time and no perfect spatial architecture-crystalline or otherwise. Nonetheless, as if by magic, out of nothing but randomness one finds remarkably fine-tuned processes in time and remarkably fine-tuned structures in space. To understand this ‘miracle’, one might consider placing aside the human tendency to see the universe as a machine. Instead, one might address the challenge of uncovering how, through randomness (albeit, as we shall see, strongly correlated randomness), one can arrive at many spatial and temporal patterns in biology, medicine, and economics. Inspired by principles developed by statistical physics over the past 50 years-scale invariance and universality-we review some recent applications of correlated randomness to fields that might startle Boltzmann if he were alive today.     

Algorithmically random series and Brownian motion

We consider some random series parametrised by Martin-Löf random sequences. The simplest case is that of Rademacher series, independent of a time parameter. This is then extended to the case of Fourier series on the circle with Rademacher coefficients. Finally, a specific Fourier series which has coefficients determined by a computable function is shown to converge to an algorithmically random Brownian motion.     

Quasi‐carousel tournaments

A tournament is called locally transitive if the outneighborhood and the inneighborhood of every vertex are transitive. Equivalently, a tournament is locally transitive if it avoids the tournaments W₄ and L₄, which are the only tournaments up to isomorphism on four vertices containing a unique 3‐cycle. On the other hand, a sequence of tournaments  with  is called almost balanced if all but  vertices of  have outdegree . In the same spirit of quasi‐random properties, we present several characterizations of tournament sequences that are both almost balanced and asymptotically locally transitive in the sense that the density of W₄ and L₄ in  goes to zero as n goes to infinity.     

Locally most powerful rank tests for testing randomness and symmetry

Let X _i, 1 i N, be N independent random variables (i.r.v.) with distribution functions (d.f.) F _i(x,), 1 i N, respectively, where is a real parameter. Assume furthermore that F _i(·,0) = F(·) for 1 i N. Let R = (R ₁,R _N) and R ⁺,...,R _N ⁺ be the rank vectors of X = (X ₁,X _N) and |X|=(|X ₁|,...,|X _N|), respectively, and let V = (V ₁,V _N) be the sign vector of X. The locally most powerful rank tests (LMPRT) S = S(R) and the locally most powerful signed rank tests (LMPSRT) S = S(R ⁺, V) will be found for testing = 0 against > 0 or < 0 with F being arbitrary and with F symmetric, respectively.     

Tiny families of functions with random properties: A quality-size trade-off for hashing

We present three explicit constructions of hash functions, which exhibit a trade-off between the size of the family (and hence the number of random bits needed to generate a member of the family), and the quality (or error parameter) of the pseudorandom property it achieves. Unlike previous constructions, most notably universal hashing, the size of our families is essentially independent of the size of the domain on which the functions operate. The first construction is for the mixing property—mapping a proportional part of any subset of the domain to any other subset. The other two are for the extraction property—mapping any subset of the domain almost uniformly into a range smaller than it. The second and third constructions handle, respectively, the extreme situations when the range is very large or very small. We provide lower bounds showing that our constructions are nearly optimal, and mention some applications of the new constructions. © 1997 John Wiley & Sons, Inc. Random Struct. Alg., 11 , 315–343 (1997)     

随机利率下的风险模型

考虑随机利率情形下关于风险损失(或赔款)的随机风险模型.当随机利率取一般的独立增量过程时,得到了总索赔额精算现值的各阶矩.特别地,当独立增量过程为Wiener过程,损失分布为Pareto分布的情形下,给出了总索赔额精算现值各阶矩的具体表达式.     

韧脆转变的一种细观随机模糊统计分析

对不同温度和应力状态下40Cr材料进行大子样宏观试验和细观观测,提出了一种新的材料断裂韧脆转变统计随机模糊模型。该模型认为,在统计意义上,材料的韧性断裂为空穴机制,临界空穴扩张比参数可以作为韧性断裂的判据;材料的脆性断裂可以用内嵌币状裂纹的脆性断裂模型来模拟,为此测量断裂特征长度,提出并具体计算了控制币状裂纹失稳扩张的细观临界应力强度因子;在韧脆转变区域内,这两种机理并存并相互竞争,为此提出了模糊准则。对模型参数进行了测量和统计分析,给出分布规律,给出了计算断裂特征的概率模型。计算了韧脆转变区域内的细观机制变化和宏观响应。结果表明,该模型及分析方法可以很好地模拟应力状态及温度对韧脆转变的影响。     

Quantum Epistemology and Falsification

The operational axiomatization of quantum theory in previous works can be regarded as a set of six epistemological rules for falsifying propositions of the theory. In particular, the Purification postulate—the only one that is not shared with classical theory—allows falsification of random-sequences generators, a task classically unfeasible.     

Critical Analysis of Hypothesis Tests in Federal Information Processing Standard (140-2)

This work presents an analysis of the existing dependencies between the tests of the FIPS 140-2 battery. Two main analytical approaches are utilized, the first being a study of correlations through the Pearson’s correlation coefficient that detects linear dependencies, and the second one being a novel application of the mutual information measure that allows detecting possible non-linear relationships. In order to carry out this study, the FIPS 140-2 battery is reimplemented to allow the user to obtain p-values and statistics that are essential for more rigorous end-user analysis of random number generators (RNG).